0.05Open1.10Pre Close42 Volume610 Open Interest600.00Strike Price161.00Turnover187.45%IV27.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0018Delta0.0001Gamma16575.80Leverage Ratio-0.0500Theta0.0000Rho-29.61Eff Leverage0.0029Vega